Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.356076 0.391635 0.430508 0.476388 0.529358 0.588955 0.661595
2025-02-23 0.303419 0.346946 0.397237 0.460288 0.538160 0.632455 0.757278
2025-03-02 0.264842 0.311501 0.367652 0.441348 0.537299 0.660618 0.835659
2025-03-09 0.244423 0.294764 0.357601 0.443614 0.561320 0.721625 0.965791
2025-03-16 0.232592 0.287008 0.357273 0.457371 0.601150 0.808686 1.148897
2025-03-23 0.220095 0.276873 0.352325 0.463587 0.630412 0.884317 1.330533
2025-03-30 0.208072 0.266106 0.345165 0.465339 0.652601 0.951873 1.513945
2025-04-06 0.196330 0.254642 0.335793 0.462448 0.666671 1.007856 1.689922
2025-04-13 0.181676 0.237993 0.317566 0.444146 0.653420 1.014816 1.772780
2025-04-20 0.174242 0.231074 0.312898 0.446206 0.673730 1.083886 2.000992
2025-04-27 0.167110 0.224064 0.307463 0.446328 0.690420 1.148677 2.239450
2025-05-04 0.160143 0.216826 0.301092 0.444184 0.702577 1.206421 2.480166
2025-05-11 0.154296 0.211130 0.297026 0.446077 0.723469 1.288275 2.821392
2025-05-18 0.145753 0.200853 0.285054 0.433321 0.715015 1.306178 2.995232
2025-05-25 0.137175 0.190093 0.271672 0.417018 0.697815 1.301868 3.103633
2025-06-01 0.133180 0.186226 0.269172 0.419804 0.718930 1.389657 3.544473
2025-06-08 0.131501 0.185858 0.272310 0.432978 0.763000 1.542595 4.303667
2025-06-15 0.128587 0.183347 0.271668 0.439010 0.792732 1.667048 5.051389
2025-06-22 0.125124 0.179760 0.268951 0.440800 0.813338 1.772496 5.808910
2025-06-29 0.121160 0.175160 0.264208 0.438219 0.823647 1.851758 6.517919
2025-07-06 0.115111 0.166882 0.252638 0.421285 0.798485 1.821121 6.630856
2025-07-13 0.112434 0.164085 0.250565 0.423234 0.818604 1.933914 7.673275
2025-07-20 0.109633 0.160957 0.247722 0.423369 0.834343 2.037669 8.801551